ECBOT 5 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
106-218 |
106-232 |
0-015 |
0.0% |
106-312 |
| High |
106-285 |
107-152 |
0-188 |
0.5% |
107-088 |
| Low |
106-190 |
106-222 |
0-032 |
0.1% |
105-195 |
| Close |
106-218 |
107-132 |
0-235 |
0.7% |
106-090 |
| Range |
0-095 |
0-250 |
0-155 |
163.2% |
1-212 |
| ATR |
0-183 |
0-188 |
0-005 |
2.8% |
0-000 |
| Volume |
903,830 |
1,494,033 |
590,203 |
65.3% |
5,002,649 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-172 |
109-082 |
107-270 |
|
| R3 |
108-242 |
108-152 |
107-201 |
|
| R2 |
107-312 |
107-312 |
107-178 |
|
| R1 |
107-222 |
107-222 |
107-155 |
107-268 |
| PP |
107-062 |
107-062 |
107-062 |
107-085 |
| S1 |
106-292 |
106-292 |
107-110 |
107-018 |
| S2 |
106-132 |
106-132 |
107-087 |
|
| S3 |
105-202 |
106-042 |
107-064 |
|
| S4 |
104-272 |
105-112 |
106-315 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-122 |
110-158 |
107-063 |
|
| R3 |
109-229 |
108-266 |
106-236 |
|
| R2 |
108-017 |
108-017 |
106-188 |
|
| R1 |
107-053 |
107-053 |
106-139 |
106-249 |
| PP |
106-124 |
106-124 |
106-124 |
106-062 |
| S1 |
105-161 |
105-161 |
106-041 |
105-036 |
| S2 |
104-232 |
104-232 |
105-312 |
|
| S3 |
103-019 |
103-268 |
105-264 |
|
| S4 |
101-127 |
102-056 |
105-117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-152 |
105-195 |
1-278 |
1.7% |
0-221 |
0.6% |
97% |
True |
False |
1,310,455 |
| 10 |
107-282 |
105-195 |
2-088 |
2.1% |
0-192 |
0.6% |
79% |
False |
False |
1,247,848 |
| 20 |
108-218 |
105-195 |
3-022 |
2.9% |
0-190 |
0.6% |
59% |
False |
False |
1,192,269 |
| 40 |
110-278 |
105-195 |
5-082 |
4.9% |
0-184 |
0.5% |
34% |
False |
False |
1,138,387 |
| 60 |
111-310 |
105-195 |
6-115 |
5.9% |
0-178 |
0.5% |
28% |
False |
False |
763,609 |
| 80 |
111-310 |
105-195 |
6-115 |
5.9% |
0-148 |
0.4% |
28% |
False |
False |
572,715 |
| 100 |
111-310 |
105-195 |
6-115 |
5.9% |
0-120 |
0.3% |
28% |
False |
False |
458,172 |
| 120 |
111-310 |
105-195 |
6-115 |
5.9% |
0-100 |
0.3% |
28% |
False |
False |
381,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-255 |
|
2.618 |
109-167 |
|
1.618 |
108-237 |
|
1.000 |
108-082 |
|
0.618 |
107-307 |
|
HIGH |
107-152 |
|
0.618 |
107-057 |
|
0.500 |
107-028 |
|
0.382 |
106-318 |
|
LOW |
106-222 |
|
0.618 |
106-068 |
|
1.000 |
105-292 |
|
1.618 |
105-138 |
|
2.618 |
104-208 |
|
4.250 |
103-120 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-098 |
107-067 |
| PP |
107-062 |
107-002 |
| S1 |
107-028 |
106-256 |
|